CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1086 |
1.1032 |
-0.0054 |
-0.5% |
1.1011 |
| High |
1.1120 |
1.1087 |
-0.0033 |
-0.3% |
1.1200 |
| Low |
1.0995 |
1.0994 |
-0.0001 |
0.0% |
1.0917 |
| Close |
1.0998 |
1.1052 |
0.0054 |
0.5% |
1.0998 |
| Range |
0.0125 |
0.0093 |
-0.0032 |
-25.6% |
0.0283 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,072 |
765 |
-307 |
-28.6% |
8,210 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1280 |
1.1103 |
|
| R3 |
1.1230 |
1.1187 |
1.1077 |
|
| R2 |
1.1137 |
1.1137 |
1.1069 |
|
| R1 |
1.1094 |
1.1094 |
1.1060 |
1.1116 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1055 |
| S1 |
1.1001 |
1.1001 |
1.1043 |
1.1023 |
| S2 |
1.0951 |
1.0951 |
1.1034 |
|
| S3 |
1.0858 |
1.0908 |
1.1026 |
|
| S4 |
1.0765 |
1.0815 |
1.1000 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1726 |
1.1154 |
|
| R3 |
1.1604 |
1.1443 |
1.1076 |
|
| R2 |
1.1321 |
1.1321 |
1.1050 |
|
| R1 |
1.1160 |
1.1160 |
1.1024 |
1.1099 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1008 |
| S1 |
1.0877 |
1.0877 |
1.0972 |
1.0816 |
| S2 |
1.0755 |
1.0755 |
1.0946 |
|
| S3 |
1.0472 |
1.0594 |
1.0920 |
|
| S4 |
1.0189 |
1.0311 |
1.0842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0961 |
0.0239 |
2.2% |
0.0121 |
1.1% |
38% |
False |
False |
1,373 |
| 10 |
1.1320 |
1.0917 |
0.0403 |
3.6% |
0.0119 |
1.1% |
33% |
False |
False |
1,473 |
| 20 |
1.1487 |
1.0917 |
0.0570 |
5.2% |
0.0095 |
0.9% |
24% |
False |
False |
923 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0073 |
0.7% |
21% |
False |
False |
522 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0062 |
0.6% |
21% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1330 |
|
1.618 |
1.1237 |
|
1.000 |
1.1180 |
|
0.618 |
1.1144 |
|
HIGH |
1.1087 |
|
0.618 |
1.1051 |
|
0.500 |
1.1041 |
|
0.382 |
1.1030 |
|
LOW |
1.0994 |
|
0.618 |
1.0937 |
|
1.000 |
1.0901 |
|
1.618 |
1.0844 |
|
2.618 |
1.0751 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1097 |
| PP |
1.1044 |
1.1082 |
| S1 |
1.1041 |
1.1067 |
|